Correlation structure in Farlie-Gumbel-Morgenstern distributions

Regression Conditional Expectations Distribution-Free Farlie- Gumbel-Morgenstern Distributions Grade Correlation Quality Control Application Rank Correlation Screening Variable Specified Marginal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cited In (63)

A bivariate distribution with generalized exponential conditionals
Copula-based analysis of the generalized friendship paradox in clustered networks
Conditional expectation formulae for copulas
Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
A note on joint mix random vectors
A bivariate life distribution and notions of negative dependence
A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling
Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
A contribution to multivariate L-moments: L-comoment matrices
Quantifying the risk using copulae with nonparametric marginals
A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
A bivariate geometric distribution allowing for positive or negative correlation
Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data
Mixture formulations of a bivariate negative binomial distribution with applications
A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula
On a bivariate copula for modeling negative dependence: application to New York air quality data
Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
A bivariate count model with discrete Weibull margins
Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
EM algorithms for estimating the Bernstein copula
A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
A bivariate meta-Gaussian density for use in hydrology
Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
On the recovery of joint distributions from limited information
On the convergence of bivariate order statistics: almost sure convergence and convergence rate
On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
Estimators based on Kendall's tau in multivariate copula models
Some bivariate uniform distributions
Test of independence for Baker's bivariate distributions
Robustness of Estimation in the Uniform Distribution Under Dependencies in a Sample
Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
Random sums of random variables and vectors: including infinite means and unequal length sums
The bivariate inverse gaussian distribution: an introduction
The Cambanis family of bivariate distributions: properties and applications
Properties and applications of the sarmanov family of bivariate distributions
Consequences of departure from independence in two component systems when component life times depend through fgm model
The impact on the properties of the EFGM copulas when extending this family
Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
Concomitants of \(k\)-record values arising from Morgenstern family of distributions and their applications in parameter estimation
Bayesian inference for a flexible class of bivariate beta distributions
Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions
Bayesian learning with variable prior
Recent developments on the construction of bivariate distributions with fixed marginals
Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
Interconnected pay-as-bid auctions
The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
Private and common value auctions with ambiguity over correlation
Maximum correlation for the generalized Sarmanov bivariate distributions
Concomitants of record values arising from Morgenstern type bivariate logistic distributions and some of their applications in parameter estimation
Possibly dependent probability summation of reaction time
A note on the Sarmanov bivariate distributions
A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation
Estimation of the scale parameter of a log-logistic distribution
Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
Normal approximation for strong demimartingales
Construction of multivariate distributions with given marginals
Fisher information in record values and their concomitants about dependence and correlation parameters
Testing for Positive Quadrant Dependence
Inequalities for bivariate distribution with x ≤ y and marginals given
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données

This page was built for publication: Correlation structure in Farlie-Gumbel-Morgenstern distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4181105)